通貨ペア | EURCHF (Euro vs Swiss Franc) |
期間 | 2006.11.01 00:00 - 2008.11.30 23:55 (2006.11.01 - 2008.12.01) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | TakeProfit=90; StopLoss=70; maxSpread=6; MoneyManagement=false; minLots=1; |
|
Bars in test | 151703 | Ticks modelled | 4440221 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -4538.26 | Gross profit | 27948.68 | Gross loss | -32486.94 |
Profit factor | 0.86 | Expected payoff | -3.25 | | |
Absolute drawdown | 7962.47 | Maximal drawdown | 7962.47 (79.62%) | Relative drawdown | 79.62% (7962.47) |
|
Total trades | 1397 | Short positions (won %) | 661 (47.50%) | Long positions (won %) | 736 (45.92%) |
| Profit trades (% of total) | 652 (46.67%) | Loss trades (% of total) | 745 (53.33%) |
Largest | profit trade | 606.69 | loss trade | -622.68 |
Average | profit trade | 42.87 | loss trade | -43.61 |
Maximum | consecutive wins (profit in money) | 24 (643.50) | consecutive losses (loss in money) | 45 (-926.66) |
Maximal | consecutive profit (count of wins) | 1434.87 (5) | consecutive loss (count of losses) | -1813.06 (3) |
Average | consecutive wins | 3 | consecutive losses | 3 |